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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
Saved in:
2
A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans V.D.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10007748439
Saved in:
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